# A Unifying Approximate Method of Multipliers for Distributed Composite Optimization

arXiv: https://arxiv.org/abs/2009.12732 · HTML: https://mlsanity.com/paper/2009.12732/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 27 Sep 2020.

## Built on by (most cited first, 2 of 2)

- [DISA: A Dual Inexact Splitting Algorithm for Distributed Convex Composite Optimization](https://mlsanity.com/paper/2209.01850/) (2022)
- [A One-Sample Decentralized Proximal Algorithm for Non-Convex Stochastic Composite Optimization](https://mlsanity.com/paper/2302.09766/) (2023)

## Abstract (arXiv)

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions throughout the network. To address such a problem, a general Approximate Method of Multipliers (AMM) is developed, which attempts to approximate the Method of Multipliers by virtue of a surrogate function with numerous options. We then design the possibly nonseparable, time-varying surrogate function in various ways, leading to different distributed realizations of AMM. We demonstrate that AMM generalizes more than ten state-of-the-art distributed optimization algorithms, and certain specific designs of its surrogate function result in a variety of new algorithms to the literature. Furthermore, we show that AMM is able to achieve an O(1/k) rate of convergence to optimality, and the convergence rate becomes linear when the problem is locally restricted strongly convex and smooth. Such convergence rates provide new or stronger convergence results to many prior methods that can be viewed as specializations of AMM.